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Learning about latent dynamic trading demand - MaRDI portal

Learning about latent dynamic trading demand (Q2675363)

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Learning about latent dynamic trading demand
scientific article

    Statements

    title
    Learning about latent dynamic trading demand (English)
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    author
    Yanyan Li
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    publication date
    23 September 2022
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    zbMATH Keywords
    order-splitting
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    optimal order execution
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    subgame perfect Nash equilibrium
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    dynamic learning
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    trading targets
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    speculation
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    Identifiers

    zbMATH DE Number
    7591727
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    OpenAlex ID
    W3197842987
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    arXiv ID
    2105.13401
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